import backtrader as bt

# Create a Stratey
from indicators.ssa_index_ind import ssa_index_ind
from indicators.wave_index_ind import  wave_index_ind
from indicators.test import IndicatorTest


class SsaStrategy(bt.Strategy):
    params = (
        ('ssa_window', 15),
        ('maperiod', 15),
        ('wave_window',20)
    )

    def log(self, txt, dt=None):
        ''' Logging function fot this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close

        # To keep track of pending orders and buy price/commission
        self.order = None
        self.buyprice = None
        self.buycomm = None
        self.rsi = bt.indicators.RelativeStrengthIndex()
        self.N_Low = bt.ind.Lowest(self.close(), period=20)

        # Add a MovingAverageSimple indicator

        self.ssa = ssa_index_ind(ssa_window=self.params.ssa_window, subplot=False)

        #self.test = IndicatorTest(test_window=100,data=self.datas[0].close ,subplot=False)
        # bt.indicator.LinePlotterIndicator(self.ssa, name='ssa')
        self.sma = bt.indicators.SimpleMovingAverage(period=self.params.maperiod)
    def start(self):
        print("the world call me!")

    def prenext(self):
        print("not mature")

    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            # Buy/Sell order submitted/accepted to/by broker - Nothing to do
            return

        # Check if an order has been completed
        # Attention: broker could reject order if not enougth cash
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log(
                    'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                    (order.executed.price,
                     order.executed.value,
                     order.executed.comm))

                self.buyprice = order.executed.price
                self.buycomm = order.executed.comm
            else:  # Sell
                self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                         (order.executed.price,
                          order.executed.value,
                          order.executed.comm))

            self.bar_executed = len(self)

        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
            self.log('Order Canceled/Margin/Rejected')

        self.order = None

    def notify_trade(self, trade):
        if not trade.isclosed:
            return

        self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' %
                 (trade.pnl, trade.pnlcomm))

    def next(self):
        # Simply log the closing price of the series from the reference
        #self.log('Close, %.2f' % self.dataclose[0])




        # Check if an order is pending ... if yes, we cannot send a 2nd one
        if self.order:
            return

        # Check if we are in the market
        if not self.position:

            # Not yet ... we MIGHT BUY if ...
            if self.dataclose[0] > self.ssa[0]  and self.rsi <35:

                # BUY, BUY, BUY!!! (with all possible default parameters)
                self.log('BUY CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.buy()

        else:

            if self.dataclose[0]*1.2 < self.ssa[0] or self.rsi >70 or self.close == self.N_Low:
                # SELL, SELL, SELL!!! (with all possible default parameters)
                self.log('SELL CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.sell()
    def stop(self):
        print("death")